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Quantitative Finance

Authors and titles for recent submissions

[ total of 52 entries: 1-10 | 11-20 | 21-30 | 31-40 | ... | 51-52 ]
[ showing 10 entries per page: fewer | more | all ]

Fri, 3 May 2024

[1]  arXiv:2405.01479 [pdf, other]
Title: On Quantum Ambiguity and Potential Exponential Computational Speed-Ups to Solving
Authors: Eric Ghysels, Jack Morgan
Comments: 51 pages, 4 figures
Subjects: Pricing of Securities (q-fin.PR); Quantum Physics (quant-ph)
[2]  arXiv:2405.01233 [pdf, other]
Title: Mathematics of Differential Machine Learning in Derivative Pricing and Hedging
Authors: Pedro Duarte Gomes
Subjects: Mathematical Finance (q-fin.MF); Machine Learning (cs.LG); Computational Finance (q-fin.CP)
[3]  arXiv:2405.01137 [pdf, ps, other]
Title: Modelling user behavior towards smartphones and wearable technologies: A bibliometric study and brief literature review
Authors: Maral Jamalova
Subjects: General Economics (econ.GN)
[4]  arXiv:2405.01078 [pdf, other]
Title: Does Financial Literacy Impact Investment Participation and Retirement Planning in Japan?
Authors: Yi Jiang, Shohei Shimizu
Subjects: General Economics (econ.GN)
[5]  arXiv:2405.00895 [pdf, other]
Title: Racial and Ethnic Disparities in Mortgage Lending: New Evidence from Expanded HMDA Data
Authors: Sean Lewis-Faupel, Nicholas Tenev
Subjects: General Economics (econ.GN)
[6]  arXiv:2405.00701 [pdf, other]
Title: Learning tensor networks with parameter dependence for Fourier-based option pricing
Authors: Rihito Sakurai, Haruto Takahashi, Koichi Miyamoto
Subjects: Computational Finance (q-fin.CP); Quantum Physics (quant-ph)
[7]  arXiv:2405.00697 [pdf, other]
Title: Pricing Catastrophe Bonds -- A Probabilistic Machine Learning Approach
Authors: Xiaowei Chen, Hong Li, Yufan Lu, Rui Zhou
Subjects: Computational Finance (q-fin.CP); Machine Learning (cs.LG); Pricing of Securities (q-fin.PR); Applications (stat.AP)
[8]  arXiv:2405.00522 (cross-list from econ.GN) [pdf, other]
Title: DAM: A Universal Dual Attention Mechanism for Multimodal Timeseries Cryptocurrency Trend Forecasting
Authors: Yihang Fu, Mingyu Zhou, Luyao Zhang
Subjects: General Economics (econ.GN); Computational Engineering, Finance, and Science (cs.CE); Computation and Language (cs.CL); Cryptography and Security (cs.CR); Computational Finance (q-fin.CP)

Thu, 2 May 2024 (showing first 2 of 14 entries)

[9]  arXiv:2405.00606 [pdf, ps, other]
Title: Some properties of Euler capital allocation
Authors: Lars Holden
Comments: 12 pages, 3 figures, 4 tables, 15 references
Subjects: Risk Management (q-fin.RM); Probability (math.PR); Portfolio Management (q-fin.PM)
[10]  arXiv:2405.00576 [pdf, other]
Title: Calibration of the rating transition model for high and low default portfolios
Authors: Jian He, Asma Khedher, Peter Spreij
Subjects: Risk Management (q-fin.RM); Methodology (stat.ME)
[ total of 52 entries: 1-10 | 11-20 | 21-30 | 31-40 | ... | 51-52 ]
[ showing 10 entries per page: fewer | more | all ]

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